Datasets:
sovai
/
factor_signals

Dataset card Data Studio Files
xet
 Community
ticker
stringlengths
1
10
date
timestamp[ns]
profitability
float32
1
100
value
float32
1
100
solvency
float32
1
100
cash_flow
float32
1
100
illiquidity
float32
1
100
momentum_long_term
float32
1
100
momentum_medium_term
float32
1
100
short_term_reversal
float32
1
100
price_volatility
float32
1
100
dividend_yield
float32
1
100
earnings_consistency
float32
1
100
small_size
float32
1
100
low_growth
float32
1
100
low_equity_issuance
float32
1
100
bounce_dip
float32
1
100
accrual_growth
float32
1
100
low_depreciation_growth
float32
1
100
current_liquidity
float32
1
100
low_rnd
float32
1
100
momentum
float32
1
100
market_risk
float32
1
100
business_risk
float32
1
100
political_risk
float32
1
100
inflation_fluctuation
float32
1
100
inflation_persistence
float32
1
100
returns
float32
-1
1.44k
⌀
ZIXI
2013-05-24T00:00:00
40
7
7
51
35
74
45
85
49
49
54
65
17
66
38
82
30
96
49
61
67
20
53
28
22
-0.065657
ZIXI
2013-05-31T00:00:00
40
5
9
52
27
82
59
10
54
54
59
65
17
66
44
82
30
96
51
74
86
28
51
28
17
0.078378
ZIXI
2013-06-07T00:00:00
40
5
10
52
27
86
71
19
52
52
60
65
17
66
34
81
30
96
52
83
87
30
50
24
18
0.010025
ZIXI
2013-06-14T00:00:00
40
5
20
52
8
85
77
43
52
52
77
65
17
67
47
81
30
96
51
84
86
33
48
26
19
-0.024814
ZIXI
2013-06-21T00:00:00
40
5
5
52
41
78
52
10
51
51
48
64
17
66
38
81
30
96
50
67
89
33
58
19
27
0.040712
ZIXI
2013-06-28T00:00:00
40
4
8
52
33
81
61
12
50
50
54
64
17
66
45
81
30
95
51
74
90
37
55
24
25
0.03423
ZIXI
2013-07-05T00:00:00
40
4
11
52
22
69
35
25
48
48
63
64
17
66
51
81
30
96
50
53
90
42
53
22
25
0.01182
ZIXI
2013-07-12T00:00:00
40
5
8
52
30
84
81
67
47
47
56
65
17
53
61
81
30
96
49
86
91
45
52
22
21
-0.002336
ZIXI
2013-07-19T00:00:00
40
5
11
52
22
67
33
89
48
48
62
65
17
51
71
81
30
96
49
50
94
57
63
12
14
-0.030445
ZIXI
2013-07-26T00:00:00
40
4
6
51
36
84
86
16
51
51
52
64
17
52
65
80
30
96
50
88
88
60
52
4
13
0.077295
ZIXI
2013-08-02T00:00:00
39
4
6
48
36
86
86
15
45
45
52
64
17
54
72
94
30
96
58
89
88
61
52
5
12
0.038117
ZIXI
2013-08-09T00:00:00
58
4
3
75
45
80
67
43
44
44
82
64
5
49
69
92
28
94
60
77
87
66
41
4
9
-0.028078
ZIXI
2013-08-16T00:00:00
57
4
2
75
47
87
90
71
47
47
57
65
5
50
76
66
28
94
61
91
87
63
43
7
6
-0.04
ZIXI
2013-08-23T00:00:00
57
4
21
75
6
89
89
51
44
44
82
64
5
50
77
65
28
94
61
92
88
65
45
7
6
0.018519
ZIXI
2013-08-30T00:00:00
58
4
17
75
9
87
85
47
43
43
78
64
5
50
80
65
28
94
61
89
84
65
45
7
5
-0.020455
ZIXI
2013-09-06T00:00:00
57
4
19
75
8
81
61
22
44
44
81
64
5
50
67
65
28
94
61
74
82
61
44
6
7
0.039443
ZIXI
2013-09-13T00:00:00
57
4
10
75
20
69
29
47
42
42
71
64
5
51
73
65
28
94
61
49
82
66
63
6
5
0.008929
ZIXI
2013-09-20T00:00:00
57
3
21
75
6
87
84
6
53
53
82
63
5
51
44
65
28
94
62
89
83
90
91
17
8
0.09292
ZIXI
2013-09-27T00:00:00
57
3
20
74
6
90
86
23
52
52
81
63
5
51
56
65
28
94
64
92
80
89
88
20
5
-0.010121
ZIXI
2013-10-04T00:00:00
57
4
18
75
7
87
70
33
49
49
76
63
5
50
56
65
27
94
64
83
80
90
83
19
5
-0.00409
ZIXI
2013-10-11T00:00:00
57
4
13
75
14
81
48
75
49
49
87
64
5
50
54
65
27
94
63
68
83
90
85
15
9
-0.022587
ZIXI
2013-10-18T00:00:00
57
4
12
75
17
83
58
66
46
46
86
64
5
50
68
65
27
94
63
74
84
91
81
14
12
0.014706
ZIXI
2013-10-25T00:00:00
57
5
2
74
45
84
60
93
52
52
71
65
5
49
76
65
27
95
64
77
87
94
94
13
12
-0.070393
ZIXI
2013-11-01T00:00:00
57
6
9
73
20
86
76
96
56
56
74
66
9
47
89
39
28
95
62
85
87
95
96
16
10
-0.082628
ZIXI
2013-11-08T00:00:00
79
7
15
97
11
82
62
70
55
55
93
65
17
42
84
57
24
93
61
76
81
97
91
18
8
0.031804
ZIXI
2013-11-15T00:00:00
78
6
21
97
6
92
92
33
56
56
95
65
17
85
89
57
24
93
62
95
79
96
89
20
9
0.054118
ZIXI
2013-11-22T00:00:00
78
6
7
97
30
90
88
36
55
55
88
65
17
85
89
57
24
93
63
92
84
97
92
19
13
0.002232
ZIXI
2013-11-29T00:00:00
78
5
23
97
5
88
78
28
52
52
96
65
17
85
92
56
24
93
63
87
88
97
95
17
18
0.03118
ZIXI
2013-12-06T00:00:00
80
7
13
97
15
82
49
90
56
56
92
66
17
85
93
56
24
93
62
68
76
98
97
20
17
-0.075594
ZIXI
2013-12-13T00:00:00
78
6
5
97
34
79
45
22
57
57
87
65
17
85
90
56
24
93
62
64
74
96
96
25
16
0.03972
ZIXI
2013-12-20T00:00:00
78
6
5
97
35
56
15
31
56
56
87
65
17
85
90
56
24
93
62
32
75
94
97
26
17
0.033708
ZIXI
2013-12-27T00:00:00
79
6
7
97
31
36
9
68
56
56
88
66
17
85
92
56
24
93
62
19
79
97
98
24
19
-0.019565
ZIXI
2014-01-03T00:00:00
79
6
11
97
21
44
15
55
54
54
90
66
17
85
93
56
24
93
62
26
75
97
97
27
18
0.006652
ZIXI
2014-01-10T00:00:00
78
6
23
97
5
57
39
31
49
49
96
65
17
43
90
55
24
93
62
48
77
97
97
28
16
0.035242
ZIXI
2014-01-17T00:00:00
78
6
17
97
10
56
45
40
47
47
92
66
17
42
90
55
24
93
62
51
75
96
96
32
16
-0.004255
ZIXI
2014-01-24T00:00:00
78
6
21
97
7
64
58
44
43
43
95
65
17
42
89
55
24
93
62
63
83
96
96
44
16
-0.014957
ZIXI
2014-01-31T00:00:00
78
6
15
97
14
43
16
68
43
43
91
66
17
42
83
56
24
93
61
27
78
87
96
47
28
-0.02603
ZIXI
2014-02-07T00:00:00
79
6
4
96
43
59
64
45
40
40
81
65
17
43
85
55
24
93
62
64
53
86
97
61
24
0.006682
ZIXI
2014-02-14T00:00:00
80
7
21
96
8
61
66
86
31
31
95
66
17
44
87
54
24
93
61
66
57
87
97
65
14
-0.019912
ZIXI
2014-02-21T00:00:00
78
6
6
96
35
50
33
23
39
39
84
65
17
44
77
50
24
93
63
39
51
81
97
54
6
0.058691
ZIXI
2014-02-28T00:00:00
80
6
11
96
22
52
41
85
41
41
90
66
17
46
73
51
24
93
63
46
41
81
94
69
3
-0.036247
ZIXI
2014-03-07T00:00:00
80
6
7
96
36
64
61
55
38
38
56
66
38
48
72
2
24
93
66
66
29
77
96
67
4
0.019912
ZIXI
2014-03-14T00:00:00
91
9
7
80
33
62
56
93
46
46
60
69
38
80
83
4
28
93
54
62
30
75
98
75
3
-0.069414
ZIXI
2014-03-21T00:00:00
92
11
21
80
8
61
53
98
51
51
71
70
38
80
91
4
28
93
52
61
39
77
95
78
13
-0.079254
ZIXI
2014-03-28T00:00:00
91
9
2
80
49
56
37
47
54
54
56
68
37
80
85
3
28
93
53
46
24
68
91
91
35
0.055696
ZIXI
2014-04-04T00:00:00
91
10
9
79
30
58
53
84
54
54
63
69
37
80
78
3
28
93
52
57
36
67
92
97
26
-0.035971
ZIXI
2014-04-11T00:00:00
91
10
3
79
47
40
26
40
52
52
53
68
37
86
79
3
28
93
53
29
44
67
92
97
37
-0.004975
ZIXI
2014-04-18T00:00:00
92
11
15
79
15
62
67
88
51
51
66
69
37
86
83
3
28
93
51
67
48
72
94
93
66
-0.0275
ZIXI
2014-04-25T00:00:00
93
15
23
80
7
40
24
98
61
61
73
71
37
86
87
3
28
93
50
28
64
87
92
91
73
-0.115681
ZIXI
2014-05-02T00:00:00
94
20
2
82
50
43
34
96
58
58
85
71
28
86
88
20
28
94
41
37
62
88
90
92
76
-0.052326
ZIXI
2014-05-09T00:00:00
50
19
14
64
17
25
11
84
56
56
52
71
27
96
88
68
32
95
33
14
57
89
89
93
75
-0.018405
ZIXI
2014-05-16T00:00:00
51
17
5
67
37
13
4
49
57
57
40
71
28
96
85
67
32
95
33
6
61
91
88
94
69
0.03125
ZIXI
2014-05-23T00:00:00
51
18
5
67
41
25
24
59
56
56
36
71
28
96
89
67
32
95
33
20
61
91
88
94
69
0.00303
ZIXI
2014-05-30T00:00:00
51
18
5
67
42
18
12
69
55
55
37
71
28
96
84
67
32
95
34
12
64
83
89
77
67
-0.003021
ZIXI
2014-06-06T00:00:00
51
18
5
67
42
21
32
42
54
54
36
71
28
96
82
67
32
95
35
22
63
76
90
75
65
0.033333
ZIXI
2014-06-13T00:00:00
51
18
6
67
38
17
15
42
52
52
39
71
27
96
81
66
32
95
34
12
63
76
90
75
66
-0.005865
ZIXI
2014-06-20T00:00:00
51
17
9
67
32
12
5
26
53
53
44
71
27
96
71
78
32
95
34
6
63
84
93
80
65
0.032448
ZIXI
2014-06-27T00:00:00
51
17
23
67
9
9
5
61
51
51
66
71
27
96
73
78
32
95
35
5
63
85
94
80
66
-0.014286
ZIXI
2014-07-04T00:00:00
51
18
21
67
10
10
9
69
43
43
63
71
27
96
73
78
32
95
35
8
59
83
78
82
69
0
ZIXI
2014-07-11T00:00:00
51
21
5
67
48
12
18
89
47
47
37
72
27
98
80
78
32
96
34
12
51
79
71
76
73
-0.066667
ZIXI
2014-07-18T00:00:00
52
25
4
67
49
12
19
96
51
51
37
72
27
98
75
78
32
96
34
13
51
69
51
78
77
-0.062112
ZIXI
2014-07-25T00:00:00
51
17
12
67
26
11
18
10
68
68
49
71
27
97
57
77
32
95
35
12
45
67
39
85
90
0.139073
ZIXI
2014-08-01T00:00:00
50
15
3
65
52
13
35
11
66
66
36
70
41
97
45
78
32
95
36
21
49
77
37
84
91
0
ZIXI
2014-08-08T00:00:00
46
11
15
91
19
11
39
3
67
67
49
70
36
97
41
81
32
94
37
21
51
90
50
82
93
0.075581
ZIXI
2014-08-15T00:00:00
45
11
13
91
24
12
58
20
65
65
22
70
36
97
33
80
32
94
35
32
71
88
33
78
93
-0.002703
ZIXI
2014-08-22T00:00:00
45
11
20
91
10
12
40
7
65
65
28
69
36
97
20
80
32
94
37
22
67
93
44
65
92
0.04336
ZIXI
2014-08-29T00:00:00
45
11
11
91
26
10
31
31
64
64
21
69
36
97
22
81
31
94
37
15
66
94
41
66
92
0
ZIXI
2014-09-05T00:00:00
45
11
11
91
30
9
12
35
63
63
21
69
36
97
17
81
31
94
36
7
61
92
31
72
92
-0.002597
ZIXI
2014-09-12T00:00:00
44
9
24
91
6
8
6
10
62
62
30
69
37
97
12
81
31
94
36
5
61
93
37
69
92
0.033854
ZIXI
2014-09-19T00:00:00
45
12
4
91
45
19
76
86
66
66
16
70
37
97
8
81
31
94
34
46
59
92
31
81
80
-0.083123
ZIXI
2014-09-26T00:00:00
45
12
5
91
44
23
79
72
64
64
16
70
37
96
9
81
31
94
34
50
61
92
28
79
78
-0.019231
ZIXI
2014-10-03T00:00:00
44
11
3
91
49
39
96
51
58
58
15
69
37
96
6
80
31
94
35
72
62
93
22
82
79
0.014006
ZIXI
2014-10-10T00:00:00
45
13
5
91
40
37
94
69
59
59
35
70
37
97
9
80
31
94
33
70
56
95
21
80
74
-0.071823
ZIXI
2014-10-17T00:00:00
44
10
19
91
11
46
95
12
64
64
36
69
37
97
5
80
31
94
35
76
78
96
19
68
82
0.083333
ZIXI
2014-10-24T00:00:00
45
17
4
91
42
45
89
96
69
69
35
71
36
97
11
80
31
94
33
73
88
99
25
71
93
-0.10989
ZIXI
2014-10-31T00:00:00
44
17
11
90
25
46
83
84
66
66
36
71
28
97
12
80
31
94
33
69
91
99
24
76
96
0.018519
ZIXI
2014-11-07T00:00:00
48
13
9
95
32
59
93
75
63
63
38
71
21
98
14
85
39
95
27
81
91
99
26
85
96
0.006061
ZIXI
2014-11-14T00:00:00
48
11
20
95
12
30
34
36
62
62
38
71
22
97
10
85
39
94
28
27
92
99
23
81
96
0.021084
ZIXI
2014-11-21T00:00:00
49
13
13
95
24
32
37
81
60
60
38
71
22
97
17
85
39
95
28
31
92
98
13
79
98
-0.032448
ZIXI
2014-11-28T00:00:00
49
14
14
95
25
38
51
87
58
58
38
72
22
97
21
85
39
95
27
43
88
98
15
78
96
-0.036585
ZIXI
2014-12-05T00:00:00
49
14
6
95
42
30
36
53
57
57
38
71
22
97
27
85
39
95
27
31
90
99
13
75
94
0.025316
ZIXI
2014-12-12T00:00:00
48
10
22
95
10
49
83
6
59
59
38
71
22
97
15
85
39
95
29
68
97
99
6
38
97
0.061728
ZIXI
2014-12-19T00:00:00
48
10
10
95
32
19
17
8
57
57
38
70
22
97
12
85
39
94
28
16
98
99
9
41
95
0.049419
ZIXI
2014-12-26T00:00:00
48
9
15
95
20
20
22
5
56
56
38
70
22
97
12
85
39
94
29
19
96
96
8
51
93
0.041551
ZIXI
2015-01-02T00:00:00
48
10
9
95
35
21
22
76
55
55
38
71
22
97
16
85
39
94
28
19
95
88
3
45
92
-0.055851
ZIXI
2015-01-09T00:00:00
48
11
4
95
53
24
34
54
54
54
34
71
22
96
19
85
39
94
28
27
94
85
4
47
91
-0.005634
ZIXI
2015-01-16T00:00:00
48
9
16
95
23
21
19
14
55
55
35
70
22
96
12
85
39
94
29
17
94
74
4
46
90
0.050992
ZIXI
2015-01-23T00:00:00
48
10
16
95
23
20
16
29
53
53
35
70
22
96
12
85
39
94
28
16
95
74
5
44
91
-0.002695
ZIXI
2015-01-30T00:00:00
48
10
22
95
11
23
30
66
54
54
36
71
22
96
14
85
39
94
28
24
94
79
3
40
93
-0.043243
ZIXI
2015-02-06T00:00:00
48
11
10
95
38
40
82
82
48
48
35
71
22
96
17
85
39
94
28
61
93
76
3
37
94
0.00565
ZIXI
2015-02-13T00:00:00
48
10
14
95
24
48
86
28
50
50
36
70
22
96
22
86
39
94
27
69
91
81
5
36
95
0.050562
ZIXI
2015-02-20T00:00:00
48
9
9
94
35
58
89
22
49
49
37
70
22
96
12
86
39
94
27
75
91
81
5
38
95
0.018717
ZIXI
2015-02-27T00:00:00
49
8
7
94
43
43
60
10
49
49
38
70
21
95
10
85
39
94
27
51
88
79
5
46
91
0.049869
ZIXI
2015-03-06T00:00:00
49
7
4
94
51
44
57
7
49
49
25
69
46
95
9
85
39
94
28
50
90
81
3
47
85
0.0475
ZIXI
2015-03-13T00:00:00
45
5
14
78
23
64
86
61
54
54
25
70
40
96
19
100
37
95
40
79
85
75
6
67
82
-0.064439
ZIXI
2015-03-20T00:00:00
45
5
17
78
17
60
78
35
54
54
26
70
41
96
21
100
37
95
41
72
88
74
4
70
83
0.035714
ZIXI
2015-03-27T00:00:00
45
5
13
78
27
47
43
77
55
55
26
70
41
96
14
100
38
95
41
43
87
81
7
67
85
-0.036946
ZIXI
2015-04-03T00:00:00
46
5
18
77
18
41
30
50
54
54
25
70
41
97
15
100
38
95
41
30
90
86
9
56
76
0.012788
ZIXI
2015-04-10T00:00:00
46
5
16
77
23
58
72
60
51
51
24
70
41
96
16
100
38
95
41
69
90
85
9
56
75
0.005051
ZIXI
2015-04-17T00:00:00
46
5
26
77
8
62
78
36
51
51
24
70
41
96
30
100
38
95
41
74
90
75
4
60
68
0.01005